PUBLICATIONS
- Daniel Bartl, Shahar Mendelson: Optimal non-gaussian Dvoretzky-Milman embeddings. International Mathematics Research Notices, rnad267, https://doi.org/10.1093/imrn/rnad267
- Daniel Bartl, Johannes Wiesel: Sensitivity of multi-period optimization problems in adapted Wasserstein distance. SIAM Journal on Financial Mathematics (2023), Vol. 14, Iss. 2, https://epubs.siam.org/doi/10.1137/22M149435
- Gudmund Pammer, Benjamin A. Robinson, Walter Schachermayer: A regularized Kellerer theorem in arbitrary dimension. Ann. Applied Probability, Vol. 35 (2025), No. 2, pp. 749–778, https://doi.org/10.1214/24-AAP2125
- Julio Backhoff-Veraguas, Sigrid Källblad, Benjamin A. Robinson: Adapted Wasserstein distance between the laws of SDEs. Stochastic Processes and their Applications, Vol. 189 (2025), https://doi.org/10.1016/j.spa.2025.104689
- Mathias Beiglböck, Gudmund Pammer, Stefan Schrott: Denseness of biadapted Monge mappings. Ann. Inst. H. Poincaré Probab. Statist. (2025), Vol. 61, No. 1, pp. 329–349, https://doi.org/10.1214/23-AIHP1431
- Daniel Toneian, Stefan Schrott: On Strassen’s Theorem for support functions. Electron. Commun. Probab. (2024), Vol. 29, pp.1–12, https://doi.org/10.1214/24-ECP618.
- Daniel Bartl, Mathias Beiglböck, Gudmund Pammer: The Wasserstein space of stochastic processes. J. Eur. Math. Soc. (2024), published online first, DOI: 10.4171/JEMS/155
- Daniel Bartl, Shahar Mendelson: Structure preservation via the Wasserstein distance. J. Funct. Anal. (2025), published online first, DOI: 10.1016/j.jfa.2024.110810
PREPRINTS
- Daniel Bartl, Stephan Eckstein: Optimal nonparametric estimation of the expected shortfall risk, preprint, arXiv:2405.00357
- Daniel Bartl, Ariel Neufeld, Kyunghyun Park: Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis, preprint, arXiv:2403.11910
- Daniel Bartl, Shahar Mendelson: A uniform Dvoretzky-Kiefer-Wolfowitz inequality, preprint, arXiv:2312.06442
- Daniel Bartl, Ariel Neufield, Kyunghyun Park: Sensitivity of robust optimization problems under drift and volatility uncertainty, preprint, arXiv:2311.11248
- Daniel Bartl, Shahar Mendelson: Empirical approximation of the gaussian distribution in $\mathbb{R}^d$, preprint, arXiv:2309.02013
- Benjamin A. Robinson, Michaela Szölgyenyi: Bicausal optimal transport for SDEs with irregular coefficients, preprint, arXiv:2403.09941
- Mathias Beiglböck, Gudmund Pammer, Xin Zhang, Stefan Schrott: Representing General Stochastic Processes as Martingale Laws, Preprint, arXiv:2312.16725
- Mathias Beiglböck, Susanne Pflügl, Stefan Schrott: A Probabilistic View on the Adapted Wasserstein Distance, Preprint, arXiv:2406.19810
- Daniel Bartl, Mathias Beiglböck, Gudmund Pammer, Stefan Schrott, Xin Zhang: The Wasserstein Space of Stochastic Processes in Continuous Time, Preprint, arXiv:2501.14135
- Mathias Beiglböck, Gudmund Pammer, Lorenz Riess, Stefan Schrott: The fundamental theorem of weak optimal transport, Preprint, arXiv 2501.16316
- Daniel Bartl, Shahar Mendelson: Do we really need the Rademacher complexities?, Preprint, arXiv:2502.15118
- Daniel Bartl, Shahar Mendelson: Uniform mean estimation via generic chaining, Preprint, arXiv:2502.15116
- Daniel Bartl, Stephan Eckstein: Statistically optimal estimation of Expected Shortfall risk, Preprint, arXiv:2405.00357